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PSO-MISMO Modeling Strategy for Multi-Step-Ahead Time Series Prediction

arXiv.org Machine Learning

Multi-step-ahead time series prediction is one of the most challenging research topics in the field of time series modeling and prediction, and is continually under research. Recently, the multiple-input several multiple-outputs (MISMO) modeling strategy has been proposed as a promising alternative for multi-step-ahead time series prediction, exhibiting advantages compared with the two currently dominating strategies, the iterated and the direct strategies. Built on the established MISMO strategy, this study proposes a particle swarm optimization (PSO)-based MISMO modeling strategy, which is capable of determining the number of sub-models in a self-adaptive mode, with varying prediction horizons. Rather than deriving crisp divides with equal-size s prediction horizons from the established MISMO, the proposed PSO-MISMO strategy, implemented with neural networks, employs a heuristic to create flexible divides with varying sizes of prediction horizons and to generate corresponding sub-models, providing considerable flexibility in model construction, which has been validated with simulated and real datasets.


Systems Theoretic Techniques for Modeling, Control, and Decision Support in Complex Dynamic Systems

arXiv.org Artificial Intelligence

We discuss the problems of modeling, control, and decision support in complex dynamic systems from a general system theoretic point of view. The main characteristics of complex systems and of system approach to complex system study are considered. We provide an overview and analysis of known existing paradigms and methods of mathematical modeling and simulation of complex systems, which support the processes of control and decision making. Then we continue with the general dynamic modeling and simulation technique for complex hierarchical systems functioning in control loop. Architectural and structural models of computer information system intended for simulation and decision support in complex systems are presented.


Refinement Modal Logic

arXiv.org Artificial Intelligence

In this paper we present {\em refinement modal logic}. A refinement is like a bisimulation, except that from the three relational requirements only `atoms' and `back' need to be satisfied. Our logic contains a new operator 'all' in addition to the standard modalities 'box' for each agent. The operator 'all' acts as a quantifier over the set of all refinements of a given model. As a variation on a bisimulation quantifier, this refinement operator or refinement quantifier 'all' can be seen as quantifying over a variable not occurring in the formula bound by it. The logic combines the simplicity of multi-agent modal logic with some powers of monadic second-order quantification. We present a sound and complete axiomatization of multi-agent refinement modal logic. We also present an extension of the logic to the modal mu-calculus, and an axiomatization for the single-agent version of this logic. Examples and applications are also discussed: to software verification and design (the set of agents can also be seen as a set of actions), and to dynamic epistemic logic. We further give detailed results on the complexity of satisfiability, and on succinctness.


Introduction to Intelligent Systems in Traffic and Transportation

Morgan & Claypool Publishers

Urban mobility is not only one of the pillars of modern economic systems, but also a key issue in the quest for equality of opportunity, once it can improve access to other services. Currently, however, there are a number of negative issues related to traffic, especially in mega-cities, such as economical issues (cost of opportunity caused by delays), environmental (externalities related to emissions of pollutants), and social (traffic accidents). Solutions to these issues are more and more closely tied to information and communication technology. Indeed, a search in the technical literature (using the keyword urban traffic" to filter out articles on data network traffic) retrieved the following number of articles (as of December 3, 2013): 9,443 (ACM Digital Library), 26,054 (Scopus), and 1,730,000 (Google Scholar). Moreover, articles listed in the ACM query relate to conferences as diverse as MobiCom, CHI, PADS, and AAMAS.


A Smooth Transition from Powerlessness to Absolute Power

Journal of Artificial Intelligence Research

We study the phase transition of the coalitional manipulation problem for generalized scoring rules. Previously it has been shown that, under some conditions on the distribution of votes, if the number of manipulators is o(sqrt{n}), where n is the number of voters, then the probability that a random profile is manipulable by the coalition goes to zero as the number of voters goes to infinity, whereas if the number of manipulators is omega(sqrt{n}), then the probability that a random profile is manipulable goes to one. Here we consider the critical window, where a coalition has size c*sqrt{n}, and we show that as c goes from zero to infinity, the limiting probability that a random profile is manipulable goes from zero to one in a smooth fashion, i.e., there is a smooth phase transition between the two regimes. This result analytically validates recent empirical results, and suggests that deciding the coalitional manipulation problem may be of limited computational hardness in practice.


Knowing Whether

arXiv.org Artificial Intelligence

Knowing whether a proposition is true means knowing that it is true or knowing that it is false. In this paper, we study logics with a modal operator Kw for knowing whether but without a modal operator K for knowing that. This logic is not a normal modal logic, because we do not have Kw (phi -> psi) -> (Kw phi -> Kw psi). Knowing whether logic cannot define many common frame properties, and its expressive power less than that of basic modal logic over classes of models without reflexivity. These features make axiomatizing knowing whether logics non-trivial. We axiomatize knowing whether logic over various frame classes. We also present an extension of knowing whether logic with public announcement operators and we give corresponding reduction axioms for that. We compare our work in detail to two recent similar proposals.


Task swapping networks in distributed systems

arXiv.org Artificial Intelligence

A distributed system is defined as a collection of independent computers or processors that are connected by an arbitrary interconnection network [36, 42]. The objective of a task assignment [36, 39] in a distributed system is to find an optimal or suboptimal assignment of tasks to processors (or agents), while satisfying temporal and spatial constraints imposed on the system. A task assignment is either preemptive or non-preemptive [32]. If a task assignment is preemptive, a task reassignment is allowed in such a way that tasks are transferred between processors (or agents) during their execution for improving the system performance [32, 37]. Recent advances in software agent technology [25, 27, 34] in distributed systems allow software entities to observe their environment, and cooperate with other entities if necessary to accomplish their goals. Task migration between software agents intends to improve the system throughput in a distributed system in which the loads incurred by tasks vary over time [27]. A task reassignment can be achieved by iterative local task swappings, where a task swapping involves task migrations between a pair of agents as a method of local task reassignment [7]. A subclass of task assignment (or reassignment) problems involves an equal number of tasks and agents, finding a bijective task assignment between tasks and agents in such a way that the total task assignment (or reassignment) benefit is maximized [45]. Those bijective task assignment problems and their variants appear in a wide variety of areas in computer science and mathematics [5, 6, 44, 45].


The Complexity of Optimal Monotonic Planning: The Bad, The Good, and The Causal Graph

Journal of Artificial Intelligence Research

For almost two decades, monotonic, or ``delete free,'' relaxation has been one of the key auxiliary tools in the practice of domain-independent deterministic planning. In the particular contexts of both satisficing and optimal planning, it underlies most state-of-the-art heuristic functions. While satisficing planning for monotonic tasks is polynomial-time, optimal planning for monotonic tasks is NP-equivalent. Here we establish both negative and positive results on the complexity of some wide fragments of optimal monotonic planning, with the fragments being defined around the causal graph topology. Our results shed some light on the link between the complexity of general optimal planning and the complexity of optimal planning for the respective monotonic relaxations.


Protecting Moving Targets with Multiple Mobile Resources

Journal of Artificial Intelligence Research

In recent years, Stackelberg Security Games have been successfully applied to solve resource allocation and scheduling problems in several security domains. However, previous work has mostly assumed that the targets are stationary relative to the defender and the attacker, leading to discrete game models with finite numbers of pure strategies. This paper in contrast focuses on protecting mobile targets that leads to a continuous set of strategies for the players. The problem is motivated by several real-world domains including protecting ferries with escort boats and protecting refugee supply lines. Our contributions include: (i) A new game model for multiple mobile defender resources and moving targets with a discretized strategy space for the defender and a continuous strategy space for the attacker.


Replica Exchange using q-Gaussian Swarm Quantum Particle Intelligence Method

arXiv.org Artificial Intelligence

We present a newly developed Replica Exchange algorithm using q -Gaussian Swarm Quantum Particle Optimization (REX@q-GSQPO) method for solving the problem of finding the global optimum. The basis of the algorithm is to run multiple copies of independent swarms at different values of q parameter. Based on an energy criterion, chosen to satisfy the detailed balance, we are swapping the particle coordinates of neighboring swarms at regular iteration intervals. The swarm replicas with high q values are characterized by high diversity of particles allowing escaping local minima faster, while the low q replicas, characterized by low diversity of particles, are used to sample more efficiently the local basins. We compare the new algorithm with the standard Gaussian Swarm Quantum Particle Optimization (GSQPO) and q-Gaussian Swarm Quantum Particle Optimization (q-GSQPO) algorithms, and we found that the new algorithm is more robust in terms of the number of fitness function calls, and more efficient in terms ability convergence to the global minimum. In additional, we also provide a method of optimally allocating the swarm replicas among different q values. Our algorithm is tested for three benchmark functions, which are known to be multimodal problems, at different dimensionalities. In addition, we considered a polyalanine peptide of 12 residues modeled using a G\=o coarse-graining potential energy function.